Ultimately we paid the price for a poor first-half and not putting our chances away.Richard Beale.
The hosts' cause was made all more the more difficult after they were reduced to 10 men when midfielder Charlie Lakin received a straight red following a challenge early in the second-half.
Blues were well below par in the first 45 and fell behind after they failed to deal with a deep corner which was headed back across the area before being bundled in.
Things then went from bad to worse just ahead of the break after Millwall were awarded a penalty which was subsequently converted, when their player went over easily in the box when it appeared there was little or no contact.
Despite being a man down from just a minute after the restart, Blues began to demonstrate the sort of play which has seen them challenge for the league this season but were ultimately unable to convert any of their second-half opportunities.
"We didn't turn up in the first-half and were very poor and didn't compete which was unexplainable really," said Senior Professional Development Coach Richard Beale.
"We conceded from a set-play, which was disappointing because we place a lot of emphasis on defending.
"Then we went further behind after Millwall were awarded a penalty which never was.
"But in the second-half even with 10 men, we competed and got tight into them and didn't give them a sniff (on goal).
"We had a couple of couple of decent chances to get back into the game; including one which fell to Geraldo Bajrami which he headed over the bar from close in.
"But ultimately we paid the price for a poor first-half and not putting our chances away."
Blues: Weaver, Hutton (Stirk, 77), Burke, Lakin, Roberts, Bajrami, McCoy, Boyd-Munce (Hurst, 68), Bailey, Bellingham, O'Keeffe.